There has been a tightening up of where programs have access in Catalina, so I wonder - do not know - whether you will need to allow access to wherever the template is intended to be stored. If it isn’t somewhere under Documents, Catalina may be stopping you writing to that location, though one would have expected a pop-up. Where are the “Windows” files - the equivalent of the C disk - located, as it may be trying to save it there. Somewhere under Library or something like that, maybe. Will investigate as I’’ve never tried saving templates.
I’m using RM under full CrossOver - I haven’t yet tried re-installing RM for Mac - but if I look in System Preferences/Security & Privacy/Privacy, under Files and Folders, I see CrossOver has access to my Documents folder and RootsMagic 7 has access to Network Volumes, Downloads Folder, Documents Folder and Desktop Folder. Under Full Disk Access, RoomsMagic 7 is in the list but not enabled.
When I create a copy of a source template and try to Export it, I get a pop-up window asking where I want to save it, with 3 high-level starting places - Desktop, My Documents and My Computer. The middle one is my Mac Documents, the last is to my “Windows” volumes, and the first seems to allow me to go anywhere. Quite what Catalina will allow me to access is an interesting question.
Not sure if this helps, but it may give you something to investigate.